//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stochastischer Prozess"
~subject:"Zinsderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Zinsderivat
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
Transaction costs
18
Transaktionskosten
18
Statistical distribution
17
more ...
less ...
Online availability
All
Undetermined
31
Free
5
Type of publication
All
Article
142
Type of publication (narrower categories)
All
Article in journal
142
Aufsatz in Zeitschrift
142
Language
All
English
142
Author
All
Alòs, Elisa
4
Chen, Son-nan
4
Wu, Ting-pin
4
Björk, Tomas
3
Filipović, Damir
3
Leblanc, Boris
3
Scaillet, Olivier
3
Beliaeva, Natalia A.
2
Capponi, Agostino
2
Carr, Peter
2
Cont, Rama
2
Cuchiero, Christa
2
Fabozzi, Frank J.
2
Figueroa-López, José E.
2
Forde, Martin
2
Jacquier, Antoine
2
Lee, Roger
2
Linetsky, Vadim
2
Mijatovi´c, Aleksandar
2
Musiela, Marek
2
Nawalkha, Sanjay K.
2
Pelsser, Antoon André Jean
2
Reich, N.
2
Russo, Emilio
2
Schwab, Christoph
2
Sircar, Kaushik Ronnie
2
Vargiolu, Tiziano
2
Winter, C.
2
Ólafsson, Sveinn
2
Aase Nielsen, Jørgen
1
Aase, Knut K.
1
Abi Jaber, Eduardo
1
Abrahams, I. David
1
Ackerer, Damien
1
Antonelli, Fabio
1
Appleby, John A. D.
1
Arai, Takuji
1
Arrouy, Pierre-Edouard
1
Arvanitis, Angelo
1
Atiya, Amir F.
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
246
The journal of futures markets
179
Quantitative finance
108
The journal of computational finance
105
Applied mathematical finance
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Insurance / Mathematics & economics
68
International journal of financial engineering
62
European journal of operational research : EJOR
61
Journal of banking & finance
56
Review of derivatives research
55
Journal of mathematical finance
54
Computational economics
50
Risks : open access journal
46
Journal of economic dynamics & control
44
Finance research letters
39
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of econometrics
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
The journal of fixed income
32
Journal of financial economics
30
Research paper series / Swiss Finance Institute
30
Advances in futures and options research : a research annual
29
Annals of finance
29
The European journal of finance
28
Asia-Pacific financial markets
27
Applied financial economics
23
The journal of finance : the journal of the American Finance Association
23
Economic modelling
22
The review of financial studies
22
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
Applied economics
20
Energy economics
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Discussion paper / B
19
Review of futures markets
18
SpringerLink / Bücher
18
more ...
less ...
Source
All
ECONIS (ZBW)
142
Showing
1
-
10
of
142
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
2
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
3
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
4
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
5
Deep ReLU network expression rates for
option
prices in high-dimensional, exponential Lévy models
Gonon, Lukas
;
Schwab, Christoph
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 615-657
Persistent link: https://www.econbiz.de/10012665197
Saved in:
6
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
7
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
8
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
9
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
10
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->